+180.6%
MPC vs RF
+86.8%
+93.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +5.4% | +1.3% | +4.1% | +4.9% |
| 30D | +31.0% | -3.6% | +34.6% | +32.6% |
| 3M | +46.0% | +8.1% | +37.9% | +41.5% |
| 6M | +77.3% | +11.5% | +65.8% | +69.0% |
| YTD | +141.9% | +15.6% | +126.3% | +127.3% |
| 1Y | +120.9% | +15.7% | +105.2% | +106.9% |
| All | +180.6% | +86.8% | +93.9% | +119.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling